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Selected Works of Donald L. Burkholder
. Ed(S): Davis, Burgess; Song, Renming
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Description for Selected Works of Donald L. Burkholder
Hardback. This book chronicles Donald Burkholder's 35-year study of martingales, and its consequences. It reprints most of Burkholder's publications, as well as two commentaries which discuss his work and the remarkable spread of his ideas to many parts of mathematics. Editor(s): Davis, Burgess; Song, Renming. Series: Selected Works in Probability and Statistics. Num Pages: 754 pages, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 254 x 178 x 39. Weight in Grams: 3340.
This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights.
Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel distributional inequalities between the maximal function and quadratic variation lead to inequalities for certain integrals of functions of these operators. The argument used in their proof applies widely and is now ... Read more
This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights.
Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel distributional inequalities between the maximal function and quadratic variation lead to inequalities for certain integrals of functions of these operators. The argument used in their proof applies widely and is now ... Read more
Product Details
Format
Hardback
Publication date
2011
Publisher
Springer-Verlag New York Inc. United States
Number of pages
754
Condition
New
Series
Selected Works in Probability and Statistics
Number of Pages
729
Place of Publication
New York, NY, United States
ISBN
9781441972446
SKU
V9781441972446
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Davis, Burgess; Song, Renming
Burgess Davis is Professor of Statistics & Mathematics at Purdue University. Renming Song is Professor in the Department of Mathematics at the University of Illinois at Urbana-Champaign.
Reviews for Selected Works of Donald L. Burkholder
From the reviews: “This book is one of Springer’s Selected Works in Probability and Statistics series offering to readers an opportunity of getting assembled and commented works of distinguished scholars in probability and statistics. … The reviewed book contains reprints of 38 mathematical papers out of Burkholder’s 53 listed (mathematical articles) and four comments by him as well as ... Read more